+80.1%
O vs IR
+282.2%
-202.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | -2.0% | -13.6% | +11.7% | +1.6% |
| 3M | +3.0% | +3.7% | -0.7% | +1.7% |
| 6M | -3.6% | -13.1% | +9.4% | -1.0% |
| YTD | +12.1% | -5.1% | +17.2% | +12.2% |
| 1Y | +8.9% | -6.5% | +15.3% | +9.1% |
| 3Y | +30.3% | +8.5% | +21.8% | +21.2% |
| 5Y | +13.7% | +43.3% | -29.6% | -4.6% |
| All | +80.1% | +282.2% | -202.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling